Thanks for the official input. I agree their request is for a reason so I would follow their request and wait to cancel when I am back under pilot discretion. I don't recall initiating canceling other than "airport in sight". I appreciate the controllers and I have found they are great to work with.
If the FAA gives you a route or altitude you do not like, negotiate. Only cancel if all else fails. Example, vectors away from your destination are because of traffic workload. If you cancel FF you are just wading into the mess alone.
You can certainly negotiate (at least as long as the controller doesn't tell you to shut up and just do as instructed), but you cannot cancel flight following and then do something other than the controller instructed you to do. See the Karas interpretation. Once the instruction is given, it must be obeyed until the controller releases you from it.
I filed one of my few VFR flight plans to go over the Grand Canyon but the rest of my VFR trip to California I used flight following or nothing. The filed flight plan is search and rescue. It is possible for you to cancel flight following 10 miles from an airport and then crash off airport. The FAA will not know you are missing. If someone else will, then fine.. (Same is true for IFR cancelled in the air before landing.)
By the way, I learned I should pad the calculated enroute and ETA with 30 minutes or more. I was going to Henderson and approach vectors delayed me enough that I got a phone call from the Flight Service while still unloading my plane.
Daddis At AOPA:
Bear in mind, however, once you ask for the service, you must comply with any ATC instructions or clearances issued. You may terminate VFR flight following, ...
One point on that -- if you get flight following, and ATC gives you an instruction you don't like, you can't just say "terminate flight following" and then disobey that instruction.
Nevertheless, flight following is a real good safety idea whether or not you've filed a VFR flight plan since four eyes looking for traffic are better than two, especially when the third and fourth eyes can see a lot farther. In that sense, you don't "need" either flight following or a VFR flight plan, but they each provide something different and valuable, so you may want both.